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ManagedLinearAlgebraProviderCholeskyFactor(Double, Int32) Method

Computes the Cholesky factorization of A.

Namespace: Altaxo.Calc.Providers.LinearAlgebra
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
Copy
public void CholeskyFactor(
	double[] a,
	int order
)

Parameters

a  Double
On entry, a square, positive definite matrix. On exit, the matrix is overwritten with the the Cholesky factorization.
order  Int32
The number of rows or columns in the matrix.

Implements

ILinearAlgebraProviderTCholeskyFactor(T, Int32)
Remarks
This is equivalent to the POTRF LAPACK routine.
See Also